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You may not know what, exactly, just happened to Theon Greyjoy on this week's episode of Game of Thrones. But you do know one thing: Whatever that was, it wasn't good. After confessing his deepest, darkest secrets – including the fact that Bran and Rickon Stark are alive and at large, since he'd killed two innocent kids instead – to the random underling he thought was his savior, said underling stabbed him in the back, returning him to the same torture chamber he thought he'd just escaped. In the words of Walter Sobczak, he's entering a world of pain.

But for actor Alfie Allen, Theon's return is a chance to reenter the outside world. Following his blow-to-the-back-of-the-head cliffhanger in Season Two, Theon's fate was very much a mystery, one that Allen had a hard time keeping under wraps – particularly given all the darkness he's been forced to explore.

You've been shrouded in quite a lot of secrecy this season.I'm really bad at keeping secrets, so it was pretty hard. There was a press thing going on after the premiere in L.A., and I wasn't allowed to go on that. You know, it's got its positives, but it's quite annoying having to keep tight-lipped about it. Then again, playing the game is quite fun.

Your storyline ended rather abruptly last season, to the point where people don't really even know what happened. Theon gets knocked out, and the next thing we know, Winterfell's a smoldering ruin.A lot of people thought I was dead after the second series. I would speak to people and they'd say, "What are you up to?" and I'd say "I've just been shooting the third season of Game of Thrones," and they'd be like, "What?" It's really annoying, because I ruined it for people, do you know what I mean?

You're a human spoiler.Yeah, exactly.

How early on in the making of the series did you know Theon was headed down this road?To be honest, it was only when I got the script for Season Three. I read the first two books, and then I got halfway through the third one, and that was ages ago. [in a low voice] Basically, once my character wasn't in it, I wasn't interested. They get to all [Theon's] stuff later, and we've pulled it forward. David [Benioff] and Dan [Weiss, the show's creators] were like, “Ah, mate, you're going to be sad to see what happens to you next season."

People are going to hopefully feel sorry for Theon. It's slowly been edging toward that. I think there's a minority of people that do, and now I think people are seeing that he's on the path to redemption, in a very fucked-up way. [Laughs]

The meatiest stuff in this episode was Theon's conflicted feelings about the Starks.That's what it was all about. There was some plot stuff in there as well about the two boys, but yeah, it's all very deep-rooted in the second series. He was just trying to impress his father, or just impress anyone, really – to prove to himself whether he was a Greyjoy or a Stark. Now I think he realizes that he's just Theon. [Laughs] He doesn't have to be either.

When you look at Theon's situation, where do you come down on what he wound up doing?Do you find fault with it? Aside from the child-murdering, of course, which I'd hope you do.I would say that the worse thing he does is the kids, yeah, but I definitely think he's just trying to prove himself in a really fucked-up way. With the child-murdering . . . I'll be honest with you, mate. When I was shooting it, I had a bit of a problem. There's this look of regret that I gave when the bodies of the two children bodies get raised on the ropes. I look torn about it. And I always thought Theon would just enjoy playing the trick on the whole village. That's how I would've liked to have played it. Then we sat down with David and Dan and [director] David Nutter and decided that there needed to be some sort of regret there, to make it morally correct. But I always thought for Theon that he would just sort of enjoy playing the trick on Winterfell.

Yeah, and now he himself is the victim of a pretty colossal trick.[Laughs] Definitely. Iwan Rheon [the actor who plays Theon's fake-out savior] is great. He's fucking brilliant. There's more to reveal on that side of things. People who've read the books have sort of figured out what's going on, but I think people who haven't will see what that relationship evolves into. A lot of people who haven't read the books were looking at that relationship like "Oh, it's so sweet, it's so lovely," and then we've completely shattered their dreams of the possibility of something nice happening. I'm really excited to see some of it, because when I was filming we were getting some good stuff there.

It's indicative of how badly Theon needed to be understood by anyone that he pours his heart out to this total stranger, even if he did save his life.He wants to be everyone's friend. [Laughs] He just wants to be accepted, by anyone, at this point especially. He just sort of spills his guts to this guy – I guess he's doing it to himself more than anything, you know what I mean? These thoughts have been whizzing around in his head, and there's this boy there to just sort of listen to him and be his friend and help him get it out, or so he thinks. It don't turn out that way. [Laughs]

I hope people are sort of realizing is that he's quite a realistic character. The themes with him are just so universal to so many people. He's got the estranged relationship with his father, he's got an older sister – those are pretty universal themes that I definitely hope I put some real feelings into.

Finally, is that cross comfortable?[Very seriously] No. Not at all. I've got to be careful what I say, but it wasn't comfortable. I've got a knee injury as well, so it didn't help. It really was demoralizing at times. It was hard. It was really, really hard. I would spend probably about an hour and a half to two hours just tied to that cross, and it wasn't nice. But whatever – I just get on with it and I use it. And Iwan was really great as well. When we were doing it, he was always there. He'd just talk to me. I didn't have to do any acting toward a double.

There was definitely some stuff going on in my life then which I used as well. There's a scene later on where I basically just fucking broke down. I remember Iwan, on the day, didn't really know if he should continue or if he should stop, because I was really really, really breaking down. That's one scene I'm definitely excited to see.